An Optimality Condition for Discrete Dynamic Programming with no Discounting

DOI10.1214/AOMS/1177698247MaRDI QIDQ5554057zbMATH OpenOpenAlexFDO

Authors Eric V. Denardo, Bruce L. Miller

Publication date 1968

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698247

zbMATH Keywords

operations research

Cited in

(15)

• On optimality criteria for dynamic programs with long finite horizons
• Denumerable semi-Markov decision chains with small interest rates
• An optimality principle for Markovian decision processes
• Planning for the long run: programming with patient, Pareto responsive preferences
• Index-based policies for discounted multi-armed bandits on parallel machines.
• On a set of optimal policies in continuous time Markovian decision problem
• A new optimality criterion for discrete dynamic programming
• Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
• An axiomatic approach to Markov decision processes
• Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices
• scientific article; zbMATH DE number 3469604 (Why is no real title available?)
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Blackwell optimal policies in a Markov decision process with a Borel state space
• Maximum-stopping-value policies in finite Markov population decision chains
• scientific article; zbMATH DE number 3401929 (Why is no real title available?)

This page was built for publication: An Optimality Condition for Discrete Dynamic Programming with no Discounting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5554057)